Fully Bayesian analysis of ARMA time series models (Q1838260)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fully Bayesian analysis of ARMA time series models |
scientific article |
Statements
Fully Bayesian analysis of ARMA time series models (English)
0 references
1983
0 references
ARMA time series models
0 references
autoregressive-moving average models
0 references
posterior distribution
0 references
order determination
0 references
Bayes factor
0 references
loss function
0 references
prior distribution
0 references
conjugate priors
0 references
forecasts
0 references